CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 06-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7570 |
0.7586 |
0.0016 |
0.2% |
0.7673 |
| High |
0.7599 |
0.7608 |
0.0009 |
0.1% |
0.7705 |
| Low |
0.7542 |
0.7568 |
0.0026 |
0.3% |
0.7542 |
| Close |
0.7583 |
0.7582 |
-0.0001 |
0.0% |
0.7583 |
| Range |
0.0057 |
0.0040 |
-0.0017 |
-29.8% |
0.0163 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
123,331 |
75,057 |
-48,274 |
-39.1% |
484,635 |
|
| Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7706 |
0.7684 |
0.7604 |
|
| R3 |
0.7666 |
0.7644 |
0.7593 |
|
| R2 |
0.7626 |
0.7626 |
0.7589 |
|
| R1 |
0.7604 |
0.7604 |
0.7586 |
0.7595 |
| PP |
0.7586 |
0.7586 |
0.7586 |
0.7582 |
| S1 |
0.7564 |
0.7564 |
0.7578 |
0.7555 |
| S2 |
0.7546 |
0.7546 |
0.7575 |
|
| S3 |
0.7506 |
0.7524 |
0.7571 |
|
| S4 |
0.7466 |
0.7484 |
0.7560 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8099 |
0.8004 |
0.7673 |
|
| R3 |
0.7936 |
0.7841 |
0.7628 |
|
| R2 |
0.7773 |
0.7773 |
0.7613 |
|
| R1 |
0.7678 |
0.7678 |
0.7598 |
0.7644 |
| PP |
0.7610 |
0.7610 |
0.7610 |
0.7593 |
| S1 |
0.7515 |
0.7515 |
0.7568 |
0.7481 |
| S2 |
0.7447 |
0.7447 |
0.7553 |
|
| S3 |
0.7284 |
0.7352 |
0.7538 |
|
| S4 |
0.7121 |
0.7189 |
0.7493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7698 |
0.7542 |
0.0156 |
2.1% |
0.0067 |
0.9% |
26% |
False |
False |
99,848 |
| 10 |
0.7738 |
0.7542 |
0.0196 |
2.6% |
0.0061 |
0.8% |
20% |
False |
False |
88,119 |
| 20 |
0.7738 |
0.7542 |
0.0196 |
2.6% |
0.0062 |
0.8% |
20% |
False |
False |
81,973 |
| 40 |
0.7738 |
0.7278 |
0.0460 |
6.1% |
0.0067 |
0.9% |
66% |
False |
False |
85,722 |
| 60 |
0.7738 |
0.7146 |
0.0592 |
7.8% |
0.0066 |
0.9% |
74% |
False |
False |
74,024 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0072 |
0.9% |
72% |
False |
False |
55,796 |
| 100 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0070 |
0.9% |
72% |
False |
False |
44,686 |
| 120 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0068 |
0.9% |
72% |
False |
False |
37,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7778 |
|
2.618 |
0.7713 |
|
1.618 |
0.7673 |
|
1.000 |
0.7648 |
|
0.618 |
0.7633 |
|
HIGH |
0.7608 |
|
0.618 |
0.7593 |
|
0.500 |
0.7588 |
|
0.382 |
0.7583 |
|
LOW |
0.7568 |
|
0.618 |
0.7543 |
|
1.000 |
0.7528 |
|
1.618 |
0.7503 |
|
2.618 |
0.7463 |
|
4.250 |
0.7398 |
|
|
| Fisher Pivots for day following 06-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7588 |
0.7611 |
| PP |
0.7586 |
0.7601 |
| S1 |
0.7584 |
0.7592 |
|